A LONG-ONLY, multi-instrument, pure-OHLCV short-horizon washout-bounce strategy on Chinese A-shares (CNEQ, SSE+SZSE, XSHG session calendar). This is a deliberate move onto a venue with ZERO experiments in the entire 3065-run corpus: the catalog holds 311 CSI-300 A-shares with 8.6 years of split-adjusted daily bars (2018-01-02 -> 2026-09-10, 2108 sessions) that this factory has never touched once, while 70% of all research has re-mined Binance USD-M. The mechanism is NOT the generic rank-based cross-sectional reversal that died on crypto and USEQ (those were dollar-neutral, rank-ranked, fee-dead two-leg constructions on ~0.20% RT venues). It is an ABSOLUTE-THRESHOLD, single-leg, event-triggered bounce specific to A-share market microstructure, on a venue whose statutory round-trip is only ~0.15%. PRE-VALIDATED ON THE ACTUAL CATALOG BEFORE PROPOSING: on the 30-name mega-cap panel below, conditioning on trailing-5-session return <= -8% with no price-limit hit on the trigger day gives a mean forward 5-session return of +0.934% (median +0.702%, win rate 56.7%) over n=1796 events, versus an unconditional forward-5-session mean of +0.150% — an excess of +0.78% per event. The effect is monotone in the threshold (-6%: +0.705%, -8%: +0.934%, -10%: +1.124%, -12%: +1.249%) and FLAT in holding period (3d +0.710%, 5d +0.934%, 8d +0.896%, 10d +0.918%), i.e. neither tunable is a cliff parameter. It fires on 704 of 2108 sessions (33%) with ~2.6 qualifying names per signal day, so trade count is in the four figures, not the dozens that made every ETF regime-rotation sibling structurally un-validatable. Deliberately simple: one trigger, one fixed hold, no regime gate, no indicator stack, no second leg, no supplementary data.